Sit Small Cap Fund Market Value
| SDFSX Fund | USD 17.75 0.03 0.17% |
| Symbol | Sit |
Sit Small 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Sit Small's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Sit Small.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Sit Small on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Sit Small Cap or generate 0.0% return on investment in Sit Small over 90 days. Sit Small is related to or competes with Dunham Focused, Old Westbury, Qs Us, Bmo Large-cap, Transamerica Large, Fidelity Large, and Tax-managed. The fund seeks to achieve its objectives by investing at least 80 percent of its net assets in small cap dividend-paying... More
Sit Small Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Sit Small's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Sit Small Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.965 | |||
| Information Ratio | 0.107 | |||
| Maximum Drawdown | 5.81 | |||
| Value At Risk | (1.47) | |||
| Potential Upside | 2.18 |
Sit Small Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sit Small's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sit Small's standard deviation. In reality, there are many statistical measures that can use Sit Small historical prices to predict the future Sit Small's volatility.| Risk Adjusted Performance | 0.2267 | |||
| Jensen Alpha | 0.1193 | |||
| Total Risk Alpha | 0.0962 | |||
| Sortino Ratio | 0.1159 | |||
| Treynor Ratio | 0.2572 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Sit Small's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Sit Small Cap Backtested Returns
Sit Small appears to be very steady, given 3 months investment horizon. Sit Small Cap owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.3, which indicates the fund had a 0.3 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Sit Small Cap, which you can use to evaluate the volatility of the fund. Please review Sit Small's Semi Deviation of 0.6421, coefficient of variation of 413.92, and Risk Adjusted Performance of 0.2267 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 0.94, which indicates possible diversification benefits within a given portfolio. Sit Small returns are very sensitive to returns on the market. As the market goes up or down, Sit Small is expected to follow.
Auto-correlation | 0.78 |
Good predictability
Sit Small Cap has good predictability. Overlapping area represents the amount of predictability between Sit Small time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Sit Small Cap price movement. The serial correlation of 0.78 indicates that around 78.0% of current Sit Small price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.78 | |
| Spearman Rank Test | 0.79 | |
| Residual Average | 0.0 | |
| Price Variance | 0.15 |
Sit Small Cap lagged returns against current returns
Autocorrelation, which is Sit Small mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Sit Small's mutual fund expected returns. We can calculate the autocorrelation of Sit Small returns to help us make a trade decision. For example, suppose you find that Sit Small has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Sit Small regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Sit Small mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sit Small mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sit Small mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Sit Small Lagged Returns
When evaluating Sit Small's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sit Small mutual fund have on its future price. Sit Small autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Sit Small autocorrelation shows the relationship between Sit Small mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Sit Small Cap.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Sit Mutual Fund
Sit Small financial ratios help investors to determine whether Sit Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Sit with respect to the benefits of owning Sit Small security.
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